There are 5 possible bookmark types. This allows you to set different ones for different reasons, without them interfering with each other
The first 4 bookmark types are for normal use. You create them in the usual way: e.g. from the editor's margin context-menu, or by clicking the 'Toggle Bookmark' tool on the toolbar
You can set which type is active from the Bookmarks tool dropdown or (slightly less easily) from the editor's margin context-menu. Once a type is active, Next/Previous Bookmark move only between that type; others are ignored. You can also choose to remove either all the bookmarks in that editor, or just the active ones.
The Find Bookmark
The fifth is for 'Find'. It's yellow by default, and they are created either by the QuickFind bar's 'Highlight All Matches' tool or by the Find/Replace dialog's 'Bookmark All' button. Its activity can only be changed there, not from the Standard Bookmark menus. The statusbar displays which bookmark type is currently active.
Bookmarks can be configured from 'Bookmarks' section of
Global Editor Preferences
You can change the shape of the marker, which affects all bookmark types. You can also set the colours of each type of bookmark, and optionally give each a more-helpful label ('Find' already comes with one).
When changing colours, note that scintilla reverses the normal the meanings of 'Background' and 'Foreground': the background is the centre of the shape, the foreground the outer rim.